S&P GSCI Nickel Spot Index GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.91%
decreased by 0.43%
1 Week
23.22%
decreased by 0.12%
1 Month
24.30%
increased by 0.96%
Analysis last updated: Thursday, June 11, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 18.20 | |
| 0.0498 | 22.29 | |
| 0.9387 | 387.72 |
Estimation Period:
Jan 8, 1993 to Jun 5, 2026
Jan 8, 1993 to Jun 5, 2026
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